Data Science

Statistical methods for forecasting

This course is related to mathematical and statistical methods for forecasting in supervised learning.

Stochastic Calculus and Applications to Finance

This MSc course aims at presenting the fundamental concepts of Stochastic Calculus, and the way these concepts have been used in order to build models for applications to finance.

Wavelets and applications

Wavelets are basis functions widely used in a large variety of fields: signal and image processing, numerical schemes for partial differential equations, scientific visualization